Mentor Graphics Backtesting

Mentor Graphics Corporation -- USA Stock  

USD 37.26  0.00  0.00%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Mentor Graphics Corporation and determine expected loss or profit from investing in Mentor Graphics over given investment horizon. Please see also Mentor Graphics Hype Analysis, Mentor Graphics Correlation, Mentor Graphics Valuation, Mentor Graphics Volatility as well as analyze Mentor Graphics Alpha and Beta and Mentor Graphics Performance
 Time Horizon     30 Days    Login   to change

Mentor Graphics 'What if' Analysis

February 19, 2018
No Change 0.00  0.0%
In 31 days
March 21, 2018
If you would invest  0.00  in Mentor Graphics on February 19, 2018 and sell it all today you would earn a total of 0.00 from holding Mentor Graphics Corporation or generate 0.0% return on investment in Mentor Graphics over 30 days. Mentor Graphics is related to or competes with Digimarc, VASCO Data, Datalink, Dell Technologies, Violin Memory, and Verint Systems. Mentor Graphics Corporationration offer electronic design automation software and hardware solutions to design, analyze, and test electromechanical systems, electronic hardware, and embedded systems software worldwide.

Mentor Graphics Upside/Downside Indicators


Mentor Graphics Market Premium Indicators

Mentor Graphics lagged returns against current returns

 Current and Lagged Values 

Mentor Graphics regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Mentor Graphics Backtested Returns

Our philosophy towards estimating volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty technical indicators for Mentor Graphics which you can use to evaluate future volatility of the firm. Please verify Mentor Graphics Corporation Coefficient Of Variation of 730.85, Mean Deviation of 0.0648 and Risk Adjusted Performance of 0.0483 to check out if risk estimate we provide are consistent with the epected return of 0.0%. Mentor Graphics has performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of -0.0094 which conveys that as returns on market increase, returns on owning Mentor Graphics are expected to decrease at a much smaller rate. During bear market, Mentor Graphics is likely to outperform the market.. Although it is extremely important to respect Mentor Graphics price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Mentor Graphics technical indicators you can presently evaluate if the expected return of 0.0% will be sustainable into the future. Mentor Graphics right now secures a risk of 0.0%. Please verify Mentor Graphics Corporation Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Mentor Graphics Corporation will be following its current price movements.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Mentor Graphics Corporation has no correlation between past and present. Overlapping area represents the amount of predictability between Mentor Graphics time series from February 19, 2018 to March 6, 2018 and March 6, 2018 to March 21, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Mentor Graphics price movement. The serial correlation of 0.0 indicates that just 0.0% of current Mentor Graphics price fluctuation can be explain by its past prices.
Spearman Rank Test 1.0
Average Price 37.26
Lagged Average Price 37.26

Mentor Graphics Lagged Returns

 Regressed Prices 

Mentor Graphics Performance vs DOW

The median price of Mentor Graphics for the period between Mon, Feb 19, 2018 and Wed, Mar 21, 2018 is 37.2 with a coefficient of variation of 0.14. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 37.2, and mean deviation of 0.04. The Stock received some media coverage during the period.
 Price Growth (%)  
Acquisition by Cheryl Shavers of 8083 shares of Mentor Graph...03/20/2018